config (3) - Linux Manuals

config: User configuration

NAME

config - User configuration A number of macros is provided for user configuration. Defining or undefining such macros triggers variations in some library functionality.

Under a Linux/Unix system, they are (un)set by configure; run

    ./configure --help


 for a list of corresponding command-line options.

Under a Windows system, they must be (un)defined by editing the file <ql/userconfig.hpp> and commenting or uncommenting the relevant lines.

Such macros include:

    #define QL_ERROR_FUNCTIONS

If defined, function information is added to the error messages thrown by the library. Undefined by default.

    #define QL_ERROR_LINES


 If defined, file and line information is added to the error messages thrown by the library. Undefined by default.

    #define QL_ENABLE_TRACING

If enabled, tracing messages might be emitted by the library depending on run-time settings. Enabling this option can degrade performance. Undefined by default.

    #define QL_NEGATIVE_RATES


 If defined, negative yield rates are allowed in a few places where they are currently forbidden. It is still not clear whether this is safe. Undefined by default.

    #define QL_EXTRA_SAFETY_CHECKS


 If defined, extra run-time checks are added to a few functions. This can prevent their inlining and degrade performance. Undefined by default.

    #define QL_TODAYS_PAYMENTS


 If undefined (the default,) payments are considered to be settled at the beginning of the day. Therefore, payments occurring at today's date are not included in the NPV of an instrument.

    #define QL_DISABLE_DEPRECATED


 If defined, deprecated code will not be included in the library. Undefined by default.

    #define QL_USE_INDEXED_COUPON


 If defined, indexed coupons (see the documentation) are used in floating legs. If undefined (the default), par coupons are used.

    #define QL_ENABLE_SESSIONS


 If defined, singletons will return different instances for different sessions. You will have to provide and link with the library a sessionId() function in namespace QuantLib, returning a different session id for each session.